mirror of
https://github.com/d0zingcat/gocryptotrader.git
synced 2026-06-05 23:16:53 +00:00
FTX: Funding rates, payments & stats + order manager tracking (#976)
* Adds basic PoC for calculating/retrieving position data * A very unfortunate day of miscalculations * Adds position summary and funding rate details to RPC * Offline funding rate calculations * More helpers, more stats, refining data, automated retrieval * Adds new rpc server commands and attempts some organisation * lower string, lower stress * Adds ordermanager config. Fleshes outcli. Tracks positions automatically * Adds new separation for funding payments/rates * Combines funding rates and payments * Fun test coverage * ALL THE TESTS... I hope * Fixes * polishes ftx tests. improves perp check. Loops rates * Final touches before nit attax * buff 💪 * Stops NotYetImplemented spam with one simple trick! * Some lovely little niteroos * linteroo * Clarifies a couple of errors to help narrow likely end user problems * Fixes asset type bug, fixes closed position order return, fixes unset status bug * Fixes order manager handling when no rates are available yet * Continues on no funding rates instead. Removes err * Don't show predicted rate if the time is zero * Addresses scenario with no funding rate payments * Bug fixes and commentary before updating maps to use *currency.Item * Adds a pair key type * Polishes pKey, fixes map order bug * key is not a property in the event someone changes the base/quote * Adds improvements to order processing...Breaks it all * Shakes up the design of things by removing a function * Fixes issues with order manager positions. Limits update range * Fixes build issues. Identification of bad tests. * Merges and fixes features from master and this branch * buff linter 💪 * re-gen * proto regen * Addresses some nits. But not all of them. * Fixes issue where funding rates weren't returned 🎉 * completes transition futures tracking to map[*currency.Item]map[*currency.Item] * who did that? not me * removes redundant check on account of being redundant and unnecessary * so buf * addresses nits: duplications, startTime, loops, go tidy, typos * fixes minor mistakes * fixes 🍣 🐻 changes to int64
This commit is contained in:
Scott
GitHub
@@ -1135,6 +1135,54 @@
|
||||
]
|
||||
}
|
||||
},
|
||||
"/v1/getallmanagedpositions": {
|
||||
"get": {
|
||||
"operationId": "GoCryptoTraderService_GetAllManagedPositions",
|
||||
"responses": {
|
||||
"200": {
|
||||
"description": "A successful response.",
|
||||
"schema": {
|
||||
"$ref": "#/definitions/gctrpcGetManagedPositionsResponse"
|
||||
}
|
||||
},
|
||||
"default": {
|
||||
"description": "An unexpected error response.",
|
||||
"schema": {
|
||||
"$ref": "#/definitions/rpcStatus"
|
||||
}
|
||||
}
|
||||
},
|
||||
"parameters": [
|
||||
{
|
||||
"name": "includeFullOrderData",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
},
|
||||
{
|
||||
"name": "getFundingPayments",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
},
|
||||
{
|
||||
"name": "includeFullFundingRates",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
},
|
||||
{
|
||||
"name": "includePredictedRate",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
}
|
||||
],
|
||||
"tags": [
|
||||
"GoCryptoTraderService"
|
||||
]
|
||||
}
|
||||
},
|
||||
"/v1/getauditevent": {
|
||||
"get": {
|
||||
"operationId": "GoCryptoTraderService_GetAuditEvent",
|
||||
@@ -1823,6 +1871,76 @@
|
||||
]
|
||||
}
|
||||
},
|
||||
"/v1/getfundingrates": {
|
||||
"get": {
|
||||
"operationId": "GoCryptoTraderService_GetFundingRates",
|
||||
"responses": {
|
||||
"200": {
|
||||
"description": "A successful response.",
|
||||
"schema": {
|
||||
"$ref": "#/definitions/gctrpcGetFundingRatesResponse"
|
||||
}
|
||||
},
|
||||
"default": {
|
||||
"description": "An unexpected error response.",
|
||||
"schema": {
|
||||
"$ref": "#/definitions/rpcStatus"
|
||||
}
|
||||
}
|
||||
},
|
||||
"parameters": [
|
||||
{
|
||||
"name": "exchange",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "string"
|
||||
},
|
||||
{
|
||||
"name": "asset",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "string"
|
||||
},
|
||||
{
|
||||
"name": "pairs",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "array",
|
||||
"items": {
|
||||
"type": "string"
|
||||
},
|
||||
"collectionFormat": "multi"
|
||||
},
|
||||
{
|
||||
"name": "startDate",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "string"
|
||||
},
|
||||
{
|
||||
"name": "endDate",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "string"
|
||||
},
|
||||
{
|
||||
"name": "includePredicted",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
},
|
||||
{
|
||||
"name": "includePayments",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
}
|
||||
],
|
||||
"tags": [
|
||||
"GoCryptoTraderService"
|
||||
]
|
||||
}
|
||||
},
|
||||
"/v1/getfuturespositions": {
|
||||
"get": {
|
||||
"operationId": "GoCryptoTraderService_GetFuturesPositions",
|
||||
@@ -1897,13 +2015,37 @@
|
||||
"format": "int64"
|
||||
},
|
||||
{
|
||||
"name": "verbose",
|
||||
"name": "overwrite",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
},
|
||||
{
|
||||
"name": "overwrite",
|
||||
"name": "getPositionStats",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
},
|
||||
{
|
||||
"name": "includeFullOrderData",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
},
|
||||
{
|
||||
"name": "getFundingPayments",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
},
|
||||
{
|
||||
"name": "includeFullFundingRates",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
},
|
||||
{
|
||||
"name": "includePredictedRate",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
@@ -2176,6 +2318,84 @@
|
||||
]
|
||||
}
|
||||
},
|
||||
"/v1/getmanagedposition": {
|
||||
"get": {
|
||||
"operationId": "GoCryptoTraderService_GetManagedPosition",
|
||||
"responses": {
|
||||
"200": {
|
||||
"description": "A successful response.",
|
||||
"schema": {
|
||||
"$ref": "#/definitions/gctrpcGetManagedPositionsResponse"
|
||||
}
|
||||
},
|
||||
"default": {
|
||||
"description": "An unexpected error response.",
|
||||
"schema": {
|
||||
"$ref": "#/definitions/rpcStatus"
|
||||
}
|
||||
}
|
||||
},
|
||||
"parameters": [
|
||||
{
|
||||
"name": "exchange",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "string"
|
||||
},
|
||||
{
|
||||
"name": "asset",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "string"
|
||||
},
|
||||
{
|
||||
"name": "pair.delimiter",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "string"
|
||||
},
|
||||
{
|
||||
"name": "pair.base",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "string"
|
||||
},
|
||||
{
|
||||
"name": "pair.quote",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "string"
|
||||
},
|
||||
{
|
||||
"name": "includeFullOrderData",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
},
|
||||
{
|
||||
"name": "getFundingPayments",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
},
|
||||
{
|
||||
"name": "includeFullFundingRates",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
},
|
||||
{
|
||||
"name": "includePredictedRate",
|
||||
"in": "query",
|
||||
"required": false,
|
||||
"type": "boolean"
|
||||
}
|
||||
],
|
||||
"tags": [
|
||||
"GoCryptoTraderService"
|
||||
]
|
||||
}
|
||||
},
|
||||
"/v1/getmarginrateshistory": {
|
||||
"get": {
|
||||
"operationId": "GoCryptoTraderService_GetMarginRatesHistory",
|
||||
@@ -4555,32 +4775,156 @@
|
||||
}
|
||||
}
|
||||
},
|
||||
"gctrpcFundingData": {
|
||||
"type": "object",
|
||||
"properties": {
|
||||
"exchange": {
|
||||
"type": "string"
|
||||
},
|
||||
"asset": {
|
||||
"type": "string"
|
||||
},
|
||||
"pair": {
|
||||
"$ref": "#/definitions/gctrpcCurrencyPair"
|
||||
},
|
||||
"startDate": {
|
||||
"type": "string"
|
||||
},
|
||||
"endDate": {
|
||||
"type": "string"
|
||||
},
|
||||
"rates": {
|
||||
"type": "array",
|
||||
"items": {
|
||||
"$ref": "#/definitions/gctrpcFundingRate"
|
||||
}
|
||||
},
|
||||
"latestRate": {
|
||||
"$ref": "#/definitions/gctrpcFundingRate"
|
||||
},
|
||||
"upcomingRate": {
|
||||
"$ref": "#/definitions/gctrpcFundingRate"
|
||||
},
|
||||
"paymentSum": {
|
||||
"type": "string"
|
||||
}
|
||||
}
|
||||
},
|
||||
"gctrpcFundingRate": {
|
||||
"type": "object",
|
||||
"properties": {
|
||||
"date": {
|
||||
"type": "string"
|
||||
},
|
||||
"rate": {
|
||||
"type": "string"
|
||||
},
|
||||
"payment": {
|
||||
"type": "string"
|
||||
}
|
||||
}
|
||||
},
|
||||
"gctrpcFuturePosition": {
|
||||
"type": "object",
|
||||
"properties": {
|
||||
"exchange": {
|
||||
"type": "string"
|
||||
},
|
||||
"asset": {
|
||||
"type": "string"
|
||||
},
|
||||
"pair": {
|
||||
"$ref": "#/definitions/gctrpcCurrencyPair"
|
||||
},
|
||||
"status": {
|
||||
"type": "string"
|
||||
},
|
||||
"openingDate": {
|
||||
"type": "string"
|
||||
},
|
||||
"openingDirection": {
|
||||
"type": "string"
|
||||
},
|
||||
"openingPrice": {
|
||||
"type": "string"
|
||||
},
|
||||
"openingSize": {
|
||||
"type": "string"
|
||||
},
|
||||
"currentDirection": {
|
||||
"type": "string"
|
||||
},
|
||||
"currentPrice": {
|
||||
"type": "string"
|
||||
},
|
||||
"currentSize": {
|
||||
"type": "string"
|
||||
},
|
||||
"unrealisedPnl": {
|
||||
"type": "string"
|
||||
},
|
||||
"realisedPnl": {
|
||||
"type": "string"
|
||||
},
|
||||
"openingDate": {
|
||||
"type": "string"
|
||||
},
|
||||
"closingDate": {
|
||||
"type": "string"
|
||||
},
|
||||
"orderCount": {
|
||||
"type": "string",
|
||||
"format": "int64"
|
||||
},
|
||||
"orders": {
|
||||
"type": "array",
|
||||
"items": {
|
||||
"$ref": "#/definitions/gctrpcOrderDetails"
|
||||
}
|
||||
},
|
||||
"positionStats": {
|
||||
"$ref": "#/definitions/gctrpcFuturesPositionStats"
|
||||
},
|
||||
"fundingData": {
|
||||
"$ref": "#/definitions/gctrpcFundingData"
|
||||
}
|
||||
}
|
||||
},
|
||||
"gctrpcFuturesPositionStats": {
|
||||
"type": "object",
|
||||
"properties": {
|
||||
"maintenanceMarginRequirement": {
|
||||
"type": "string"
|
||||
},
|
||||
"initialMarginRequirement": {
|
||||
"type": "string"
|
||||
},
|
||||
"estimatedLiquidationPrice": {
|
||||
"type": "string"
|
||||
},
|
||||
"collateralUsed": {
|
||||
"type": "string"
|
||||
},
|
||||
"markPrice": {
|
||||
"type": "string"
|
||||
},
|
||||
"currentSize": {
|
||||
"type": "string"
|
||||
},
|
||||
"breakEvenPrice": {
|
||||
"type": "string"
|
||||
},
|
||||
"averageOpenPrice": {
|
||||
"type": "string"
|
||||
},
|
||||
"recentPnl": {
|
||||
"type": "string"
|
||||
},
|
||||
"marginFraction": {
|
||||
"type": "string"
|
||||
},
|
||||
"freeCollateral": {
|
||||
"type": "string"
|
||||
},
|
||||
"totalCollateral": {
|
||||
"type": "string"
|
||||
}
|
||||
}
|
||||
},
|
||||
@@ -5004,6 +5348,17 @@
|
||||
}
|
||||
}
|
||||
},
|
||||
"gctrpcGetFundingRatesResponse": {
|
||||
"type": "object",
|
||||
"properties": {
|
||||
"fundingPayments": {
|
||||
"type": "array",
|
||||
"items": {
|
||||
"$ref": "#/definitions/gctrpcFundingData"
|
||||
}
|
||||
}
|
||||
}
|
||||
},
|
||||
"gctrpcGetFuturesPositionsResponse": {
|
||||
"type": "object",
|
||||
"properties": {
|
||||
@@ -5108,6 +5463,17 @@
|
||||
}
|
||||
}
|
||||
},
|
||||
"gctrpcGetManagedPositionsResponse": {
|
||||
"type": "object",
|
||||
"properties": {
|
||||
"positions": {
|
||||
"type": "array",
|
||||
"items": {
|
||||
"$ref": "#/definitions/gctrpcFuturePosition"
|
||||
}
|
||||
}
|
||||
}
|
||||
},
|
||||
"gctrpcGetMarginRatesHistoryResponse": {
|
||||
"type": "object",
|
||||
"properties": {
|
||||
@@ -5460,12 +5826,10 @@
|
||||
"type": "string"
|
||||
},
|
||||
"creationTime": {
|
||||
"type": "string",
|
||||
"format": "int64"
|
||||
"type": "string"
|
||||
},
|
||||
"updateTime": {
|
||||
"type": "string",
|
||||
"format": "int64"
|
||||
"type": "string"
|
||||
},
|
||||
"status": {
|
||||
"type": "string"
|
||||
|
||||
Reference in New Issue
Block a user